FINrisk
Measure your risk via high sophisticated historical or Monte Carlo VaR simulations.
Measure your risk exposure on counterparties through variable scenarios and portfolios.
Main Features:
- easy-to-use risk management solution for financial institutions
- extend existing information systems via interfacing
- performs historical or Monte Carlo Value-at-Risk simulations to measure risk exposure on counterparties and various portfolios
- alternative to some functionalities provided by RiskMetrics
- built on a modular architecture
- full standalone product